+344.0%
VRTX vs FTAI
+2,582.9%
-2,238.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -2.0% |
| 7D | +0.8% | +0.7% | +0.2% | +0.7% |
| 30D | +12.6% | -12.1% | +24.7% | +13.7% |
| 3M | +23.6% | -21.3% | +45.0% | +25.5% |
| 6M | +14.3% | -30.2% | +44.5% | +16.5% |
| YTD | +20.5% | +0.3% | +20.2% | +19.2% |
| 1Y | +37.6% | +27.2% | +10.4% | +33.0% |
| 3Y | +55.5% | +443.9% | -388.3% | +24.6% |
| 5Y | +175.7% | +853.5% | -677.8% | +103.6% |
| 10Y | +474.2% | +3,169.1% | -2,694.9% | +266.6% |
| All | +344.0% | +2,582.9% | -2,238.9% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling